Morgan Stanley Call 90 CPA 20.12.2024
/ DE000MB33D92
Morgan Stanley Call 90 CPA 20.12..../ DE000MB33D92 /
16/08/2024 15:34:48 |
Chg.-0.01 |
Bid20:25:31 |
Ask20:25:31 |
Underlying |
Strike price |
Expiration date |
Option type |
1.31EUR |
-0.76% |
1.33 Bid Size: 40,000 |
1.34 Ask Size: 40,000 |
COLGATE-PALMOLIVE ... |
90.00 - |
20/12/2024 |
Call |
Master data
WKN: |
MB33D9 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
COLGATE-PALMOLIVE DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 - |
Maturity: |
20/12/2024 |
Issue date: |
01/02/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.24 |
Implied volatility: |
0.53 |
Historic volatility: |
0.13 |
Parity: |
0.24 |
Time value: |
1.07 |
Break-even: |
103.10 |
Moneyness: |
1.03 |
Premium: |
0.12 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.01 |
Spread %: |
0.77% |
Delta: |
0.61 |
Theta: |
-0.05 |
Omega: |
4.31 |
Rho: |
0.15 |
Quote data
Open: |
1.28 |
High: |
1.31 |
Low: |
1.28 |
Previous Close: |
1.32 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.76% |
1 Month |
|
|
+35.05% |
3 Months |
|
|
+57.83% |
YTD |
|
|
+469.57% |
1 Year |
|
|
+424.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.39 |
1.21 |
1M High / 1M Low: |
1.52 |
0.97 |
6M High / 6M Low: |
1.52 |
0.34 |
High (YTD): |
06/08/2024 |
1.52 |
Low (YTD): |
24/01/2024 |
0.23 |
52W High: |
06/08/2024 |
1.52 |
52W Low: |
11/10/2023 |
0.12 |
Avg. price 1W: |
|
1.32 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.23 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.79 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.50 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
140.44% |
Volatility 6M: |
|
106.57% |
Volatility 1Y: |
|
114.79% |
Volatility 3Y: |
|
- |